-20.3%
BROS vs XHB
+5.8%
-26.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | -2.8% |
| 7D | +2.5% | +9.7% | -7.3% | -4.1% |
| 30D | +15.1% | +11.7% | +3.4% | +6.2% |
| 3M | -31.4% | -1.4% | -30.0% | -30.5% |
| 6M | -22.6% | +6.8% | -29.4% | -26.9% |
| YTD | -28.1% | +5.5% | -33.6% | -34.2% |
| 1Y | -20.3% | +5.1% | -25.4% | -27.4% |
| All | -20.3% | +5.8% | -26.1% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling